I usually wear sheer harems under semi-sheer skirts. Two skirts also looks nice, especially in two different colors. Another option is to add an overskirt or scarf between the belt and skirt. This adds extra opacity in the hip and thigh area.
My first "real" costume had a chiffon petal skirt (sheer *and* open: what was I thinking?), so I cut up a large pakistani scarf to make two triangular pieces that I wore like a hipscarf:
http://web.mit.edu/ruadh/www/pics/be...y03/divine.jpg